+24.8%
GDX vs FOXA
+11.1%
+13.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +9.1% |
| 7D | +0.8% | +9.9% | -9.1% | +1.3% |
| 30D | -3.2% | +10.0% | -13.2% | -2.8% |
| 3M | +8.6% | +18.4% | -9.9% | +9.6% |
| 6M | -1.2% | +12.2% | -13.4% | -2.0% |
| YTD | -1.4% | -3.8% | +2.4% | -1.8% |
| 1Y | +24.8% | +8.9% | +15.8% | +23.5% |
| All | +24.8% | +11.1% | +13.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling